Accepted answer

The column header of the Kanban view is shown by the state groups. You can create custom state groups in the process configuration, then you will see new columns in Kanban view.

In addition, there are some enhancements in the plan item https://jazz.net/jazz/web/projects/Rational%20Team%20Concert#action=com.ibm.team.workitem.viewWorkItem&id=239727 which are not implemented yet.

One of the enhancements is "Showing states as subcolumns under state groups on the board".